iShares Frontier and Select EM ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 15.46 | |
| 0.0590 | 10.56 | |
| 0.8729 | 205.72 | |
| 0.0892 | 6.60 |
Estimation Period:
Sep 13, 2012 to Jan 3, 2025
Sep 13, 2012 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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